Portfolio

Note

The BASE URL, Endpoint, and Payload JSON key values are case-sensitive. Please use the format which we have given in the documentation.

Method	API's	Detail
GET	{{BASE_URL}}/open-api/od/v1/holdings/CNC	Retrieve the list of long-term equity holdings. Possible Values CNC or MTF
GET	{{BASE_URL}}/open-api/od/v1/positions	Retrieve the list of short-term positions.
POST	{{BASE_URL}}/open-api/od/v1/orders/positions/sqroff	Close an open position by offsetting it with an opposite trade.
POST	{{BASE_URL}}/open-api/od/v1/conversion	Conversion of positions.

Holdings¶

Holdings contain the long term equity Holdings of the customer. All the financial instruments in the holdings reside in the customer’s DEMAT account indefinitely until its sold or is delisted or changed by the exchanges. Changes to DEMAT account is settled in T+1 days.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {
            "isin": "INE669E01016",
            "nseInstrumentId": "14366",
            "bseInstrumentId": "532822",
            "nseTradingSymbol": "IDEA-EQ",
            "bseTradingSymbol": "IDEA",
            "previousDayClose": 7.17,
            "product": "DELIVERY",
            "formattedInstrumentName": "IDEA",
            "averageTradedPrice": 7.17,
            "collateralQuantity": 0,
            "authorizedQuantity": 0,
            "dpQuantity": 36,
            "totalQuantity": 0,
            "t1Quantity": 0,
            "ltp": 8.12,
            "sellableQty": 2,
            "investedPrice": 8.11
        }
    ]
}

Response Parameters

Field	Type	Description
isin	String	International Securities Identification Number (ISIN) for the stock.
nseInstrumentId	String	Numeric identifier for the instrument on NSE (National Stock Exchange).
bseInstrumentId	String	Numeric identifier for the instrument on BSE (Bombay Stock Exchange).
nseTradingSymbol	String	Trading symbol/code used on NSE.
bseTradingSymbol	String	Trading symbol/code used on BSE.
previousDayClose	Float	Closing price of the instrument on the previous trading day. This field may return `null` when the previous day's closing price is unavailable.
product	String	Product category of the trade (e.g., DELIVERY, INTRADAY, LONGTERM, MTF).
formattedInstrumentName	String	Official full name of the instrument.
averageTradedPrice	Float	Average price at which the instrument was traded.
collateralQuantity	Int	Quantity of the instrument held as collateral.
authorizedQuantity	Int	Quantity authorized for trading or holding.
dpQuantity	Int	Quantity held in the Depository Participant account.
totalQuantity	Int	Total quantity of the instrument held.
t1Quantity	Int	Quantity still in the T+1 settlement period.
ltp	Float	Last traded price.
sellableQty	Int	Quantity available to sell.
investedPrice	Float	Invested price.

Positions¶

Users can retrieve a list of all open positions for the day. This includes all F&O carryforward positions as well.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {
            "instrumentId": "14366",
            "tradingSymbol": "IDEA-EQ",
            "formattedInstrumentName": "IDEA-EQ",
            "exchange": "NSE",
            "product": "CNC",
            "netQuantity": 1,
            "netAveragePrice": 7.69,
            "overnightQuantity": 0,
            "overnightPrice": 0.0,
            "buyQuantity": 1,
            "sellQuantity": 0,
            "daySellQuantity": 0,
            "dayBuyQuantity": 1,
            "dayBuyPrice": 7.69,
            "daySellPrice": 0.0,
            "multiplier": 1,
            "lotsize": 1,
            "ticksize": 0.01,
            "previousDayClose": null,
            "realizedPnl": 0,
            "buyPrice": 0,
            "sellPrice": 0.0,
            "dayBuyValue": 7.69,
            "daySellValue": 0,
            "validity": ""
        }
    ]
}

Response Parameters

Field	Type	Description
instrumentId	String	Unique identifier of the traded instrument.
tradingSymbol	String	Ticker symbol used for trading the instrument.
formattedInstrumentName	String	Readable name of the instrument.
exchange	String	Code representing the exchange where the trade is executed.
product	String	Product category of the trade (e.g., CNC).
netQuantity	Int	Total quantity currently held after netting buy and sell transactions.
netAveragePrice	Float	Weighted average price of the net position.
overnightQuantity	Int	Quantity carried forward from the previous trading day.
overnightPrice	Float	Average price of the overnight quantity.
buyQuantity	Int	Total quantity bought.
sellQuantity	Int	Total quantity sold.
daySellQuantity	Int	Quantity sold during the current trading day.
dayBuyQuantity	Int	Quantity bought during the current trading day.
dayBuyPrice	Float	Average price of the quantity bought during the day.
daySellPrice	Float	Average price of the quantity sold during the day.
multiplier	Int	Used to calculate the contract value (generally 1 for equities).
lotsize	Int	Minimum quantity allowed per order in the instrument.
ticksize	Float	Minimum allowed price movement (e.g., 0.01 means prices change by ₹0.01).
previousDayClose	Float	Closing price of the instrument on the previous trading day. This field may return `null` when the previous day's closing price is unavailable.
realizedPnl	Float	Profit or loss made from closed (executed and exited) positions.
buyPrice	Float	Last traded buy price.
sellPrice	Float	Last traded sell price.
dayBuyValue	Float	Total value of buy trades executed during the day.
daySellValue	Float	Total value of sell trades executed during the day.
validity	String	Validity period of the order (e.g., DAY, IOC).

Position Square Off¶

Closing an open position by placing an opposite trade to realize profit or cut loss.

Request Structure

[
  {
    "exchange": "NSE",
    "symbol": "TCS-EQ",
    "quantity": "75",
    "price": "898",
    "product": "LONGTERM",
    "transactionType": "SELL",
    "orderType": "MKT",
    "triggerPrice": "",
    "ret": "DAY",
    "disclosedQuantity": "",
    "mktProtection": "",
    "target": "",
    "stopLoss": "",
    "trailingStopLoss": "",
    "orderComplexity": "REGULAR",
    "source": "WEB",
    "instrumentId": "22",
    "deviceNumber": "f23fb229a91c43d3"
  }
]

Input parameters

Field	Type	Description
exchange	String	Code representing the exchange where the trade is executed.
symbol	String	Trading symbol of the instrument, such as `TCS-EQ`.
quantity	String	Quantity of the instrument to be traded.
price	String	Price specified for the trade; may be ignored for market orders.
product	String	Product category of the trade (e.g., DELIVERY, INTRADAY, LONGTERM, MTF).
transactionType	String	Type of transaction, indicating whether the trade is a "BUY" or "SELL".
orderType	String	Price type: Limit, Market, SL, SLM.
triggerPrice	String	Trigger price for stop-loss orders.
ret	String	Validity period of the order (e.g., DAY, IOC).
disclosedQuantity	String	Portion of the total quantity disclosed to the market.
mktProtection	String	Allowed percentage deviation from the market price to protect from slippage.
target	String	Target price specified for the order, if applicable.
stopLoss	String	Stop-loss price specified for the order, if applicable.
trailingStopLoss	String	Amount by which the stop-loss will trail the market price.
orderComplexity	String	Complexity level of the order (e.g., REGULAR, AMO).
source	String	Source from which the order is placed, such as `WEB`, `MOBILE`, etc.
instrumentId	String	Unique identifier assigned to the specific instrument being traded.
deviceNumber	String	Unique identifier of the device from which the request is initiated.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {

            "brokerOrderId": "250526000002697"
            "requestTime": "26-05-2026 13:11:34",
        }
    ]
}

Response Parameters

Field	Type	Description
requestTime	String	when the API request was initiated by the client, used for logging, tracking, or validating request timing.
brokerOrderId	String	Broker orderId is defined as Unique number it can be generated while placing the order.

Position conversion¶

Convert a position from intraday to delivery or vice versa.

Request Structure

{
    "exchange": "MCX",
    "validity": "DAY",
    "prevProduct": "MIS",
    "product": "CNC",
    "quantity": "1",
    "tradingSymbol": "SILVER25SEP25C100000",
    "transactionType": "BUY",
    "orderSource": "MOB"
}

Input parameters

Field	Type	Description
exchange	String	Code representing the exchange where the trade is executed.
validity	String	Validity period of the order (e.g., DAY, IOC).
prevProduct	String	Product category of the trade (e.g., MIS, CNC).
product	String	Product category of the trade (e.g., MIS, CNC).
quantity	String	Quantity of the instrument to be traded.
tradingSymbol	String	Ticker symbol used for trading the instrument.
transactionType	String	Type of transaction, indicating whether the trade is a "BUY" or "SELL".
orderSource	String	Source identifier for API-based orders.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {
            "brokerOrderId": "250526000002881",
            "requestTime": "26-05-2026 13:11:34"
        }
    ]
}

Response Parameters

Field	Type	Description
requestTime	String	when the API request was initiated by the client, used for logging, tracking, or validating request timing.
brokerOrderId	String	Order Number is defined as Unique number it can be generated while placing the order.